PUBLICATIONS

by Giulio Palomba



JOURNAL ARTICLES:

2020: Giovanni Busetta, Fabio Fiorillo e Giulio Palomba, THE IMPACT OF ATTRACTIVENESS ON JOB OPPORTUNITIES IN ITALY: A GENDER FIELD EXPERIMENT, Economia Politica, Springer, forthcoming.

2020: Massimiliano Caporin, Riccardo Lucchetti and Giulio Palomba, ANALYTICAL GRADIENTS OF DYNAMIC CONDITIONAL CORRELATION MODELS, Journal of Risk and Financial Management Vol. 13, No. 3, pp. 49-70, MDPI.

2019: Giulio Palomba and Luca Riccetti, ASSET MANAGEMENT WITH TEV AND VAR CONSTRAINTS: THE CONSTRAINED EFFICIENT FRONTIERS, Studies in Economics and Finance Vol. 36, No. 3, pp. 492-516, Emerald Insight.

2015: Mihaela Nicolau and Giulio Palomba, DYNAMIC RELATIONSHIPS BETWEEN SPOT AND FUTURES PRICES. THE CASE OF ENERGY AND GOLD COMMODITIES, Resources Policy Vol. 45, pp. 130-143, Elsevier.
Article awarded by the Executive Unit for Financing Higher Education, Research, Development and Innovation (UEFISCDI) - Ministry of Education and Science, Romania, in the framework of the National Program PN-II-RU-PRECISI-9 "Premierea Rezultatelor Cercetarii - Articole (Awarding of Research Results - Articles)", List 6, article no. 184 (click here).

2012: Giulio Palomba e Luca Riccetti, PORTFOLIO FRONTIERS WITH RESTRICTIONS TO TRACKING ERROR VOLATILITY AND VALUE AT RISK, Journal of Banking and Finance Vol. 36, No. 9, pp. 2604-2615, Elsevier. (Routines)

2011: Luca Fanelli e Giulio Palomba, SIMULATION-BASED TESTS OF FORWARD-LOOKING MODELS UNDER VAR LEARNING DYNAMICS, Journal of Applied Econometrics, Vol. 26, No. 5, pp. 762-782, John Wiley & Sons.

2011: Nicoletta Marnelli e Giulio Palomba, A MODEL FOR PRICING THE ITALIAN CONTEMPORARY ART PAINTINGS AT AUCTION, Quarterly Review of Economics and Finance, Vol. 51, No. 2, pp. 212-224, Elsevier.

2009: Giulio Palomba, Emma Sarno, Alberto Zazzaro, TESTING SIMILARITIES OF SHORT-RUN INFLATION DYNAMICS AMONG EU COUNTRIES AFTER THE EURO, Empirical Economics, Vol. 37, No. 2, pp. 231-270, Springer.

2009: Riccardo Lucchetti, Giulio Palomba, NONLINEAR ADJUSTMENT IN US BOND YIELDS: AN EMPIRICAL MODEL WITH CONDITIONAL HETEROSKEDASTICITY, Economic Modelling, Vol. 26, No. 3, pp. 659-667, Elsevier.

2008: Giulio Palomba, MULTIVARIATE GARCH MODELS AND BLACK-LITTERMAN APPROACH FOR TRACKING ERROR CONSTRAINED PORTFOLIOS: AN EMPIRICAL ANALYSIS, Global Business & Economics Review, Vol. 10, No. 4, pp. 379-413, Inderscience Publishers.
This article has been awarded as the "Best Paper of 2008 in Global Business & Economics Review".

2008: Caterina Lucarelli, Camilla Mazzoli, Giulio Palomba, A CROSS-COUNTRY MODEL FOR THE INFLUENCE OF THE PRE-TRADE TRANSPARENCY ON MARKET LIQUIDITY AND PRICE VOLATILITY, The Journal of Trading, Vol. 3, No. 3, summer 2008.

2007: Caterina Lucarelli, Giulio Palomba, INVESTORS' BEHAVIOUR IN THE CHINESE STOCK EXCHANGES: EMPIRICAL EVIDENCE IN A SYSTEMIC APPROACH, Journal of Business and Policy Research, vol. 3, No. 2, pp. 110-127, World Business Institute, Melbourne, Australia.
This article won the "Best Paper Award" at the 5th International Business Research Conference, Dubai, United Arab Emirates, april 26th-27th.

2006: Mario De Grassi, Alessandro Carbonari, Giulio Palomba, A STATISTICAL APPROACH OF THE THERMAL BEHAVIOR OF DRY ASSEMBLED PCM CONTAINING WALLS, Building and Environment, vol. 41, No. 4, pp. 448-485, Elsevier.



IN BOOK:

2011: Giulio Palomba, LE SCELTE DI PORTAFOGLIO CON PIÙ TITOLI (appendix to chapter V), in Pietro Alessandrini, Economia e Politica della Moneta, Il Mulino, ISBN: 978-88-15-23265-6. (View Cover)

2010: Caterina Lucarelli and Giulio Palomba, THE INDICATORS OF RISK, in Caterina Lucarelli and Gianni Brighetti (eds.), Risk Tolerance in Financial Decision Making, Palmgrave MacMillan, ISBN: 978-0-230-28113-4. (View Cover)

2009: Giulio Palomba, LA FORMAZIONE E IL LAVORO, in Francesco Albertini, Alberto Niccoli, Francesca G.M. Sica, Luciano Vizioli (eds.), La competitività territoriale, il governo dei fattori-chiave nel Piceno, Franco Angeli, Milano, ISBN: 978-88-568-1631-O. (View Cover)

2005: Fabio Fiorillo and Giulio Palomba, UN MODELLO CGE PER L'ANALISI DEL FEDRALISMO FISCALE ALL'ITALIANA, in Fabio Fiorillo (ed.), Equilibrio economico generale e modelli computazionali per le politiche economiche regionali, Franco Angeli, Milano, ISBN: 88-464-6916-X. (View)



BOOKS:

2004: Giulio Palomba, ELEMENTI DI STATISTICA PER L'ECONOMETRIA, Edizioni CLUA, Ancona, March, pages: 199 (not available for sale).
    2nd Edition: February 2010, ISBN: 978-88-87965-60-5, pages: 317 (not available for sale)
    3rd Edition: November 2015, ISBN: 978-88-87965-80-3, pages: 385, Price: 23 € (View Cover, View Contents)



PROCEEDINGS:

2019: Giulio Palomba, THE CALZOLARI PACKAGE (1.0 VERSION), presented at the 6th Gretl Conference, Napoli (Italy), 13rd-14th June (download here).

2013: Mihaela Nicolau, Giulio Palomba and Ilaria Traini, ARE FUTURES PRICES INFLUENCED BY SPOT PRICES OR VICE-VERSA? A CRUDE OIL, NATURAL GAS AND GOLD MARKETS ANALYSIS, presented at the 3rd Gretl Conference, Oklahoma City, 20th-21st June.

2013: Giulio Palomba and Luca Riccetti, ASSET MANAGEMENT WITH TEV AND VAR CONSTRAINTS: HOW MANAGERS SHOULD FIX BOUNDS, presented at the 3rd Gretl Conference, Oklahoma City, 20th-21st June.

2009: Nicoletta Marnelli e Giulio Palomba, A MODEL FOR PRICING THE ITALIAN CONTEMPORARY ART PAINTINGS AT AUCTION, in Ignacio Dìaz-Emparanza, Petr Mariel, Marìa Victoria Esteban (eds.), Econometrics with Gretl - Proceedings of the Gretl Conference 2009, Bilbao, Spain, 28th-29th may (Download)

2005: Mario De Grassi, Giulio Palomba, Alessandro Carbonari, THERMAL BEHAVIOR OF PCM CONTAINING WALLS: A TIME SERIES MODEL BASED ON COINTEGRATED PROCESSES AND CONDITIONAL HETEROSKEDASTICITY, in André De Villiers, Oktay Ural, Amira Osman (eds.), Proceedings of the XXXIII IAHS World Congress: Transforming Housing Environments through design, Pretoria, South Africa, 27th september - 1st octtober (Download)

2004: Mario De Grassi, Giulio Palomba, Alessandro Carbonari, A STATISTICAL APPROACH FOR THE ANALYSIS OF THERMAL CONTRIBUTION OF ARTIFICIAL PROGRAMMABLE INERTIA WALLS, in Oktay Ural, Antonio Frattari, Rossano Albatici (eds.), Proceedings of the XXXII IAHS World Congress: Sunstainability of the Housing Projects, Trento, 21th-25th september



WORKING PAPERS:

2019: Andrea Bucci, Giulio Palomba e Eduardo Rossi, DOES MACROECONOMICS HELP IN PREDICTING STOCK MARKETS VOLATITLITY COMOVEMENTS? A NONLINEAR APPROACH, Dipartimento di Scienze Economiche e Sociali (DISES), Università Politecnica delle Marche, Ancona, Quaderno di ricerca n. 440 (Download)

2013: Mihaela Nicolau, Giulio Palomba and Ilaria Traini, ARE FUTURES PRICES INFLUENCED BY SPOT PRICES OR VICE-VERSA? AN ANALYSIS OF CRUDE OIL, NATURAL GAS AND GOLD MARKETS, Dipartimento di Scienze Economiche e Sociali (DISES), Università Politecnica delle Marche, Ancona, Quaderno di ricerca n. 394 (Download)

2013: Giulio Palomba and Luca Riccetti, ASSET MANAGEMENT WITH TEV AND VAR CONSTRAINTS: THE CONSTRAINED EFFICIENT FONTIERS, Dipartimento di Scienze Economiche e Sociali (DISES), Università Politecnica delle Marche, Ancona, Quaderno di ricerca n. 392 (Download, Download from SSRN, Routines)

2011: Giulio Palomba, Luca Riccetti, PORTFOLIO FRONTIERS WITH RESTRICTIONS TO TRACKING ERROR VOLATILITY AND VALUE AT RISK, Dipartimento di Economia, Università Politecnica delle Marche, Ancona, Quaderno di ricerca n. 358 (Download, Routines)

2008: Riccardo Lucchetti, Giulio Palomba, MODELLING US BOND YIELDS AT WEEKLY FREQUENCY: A NONLINEAR ADJUSTMENT MULTIVARIATE MODEL WITH CONDITIONAL HETEROSKEDASTICITY, MPRA Paper 11571, University Library of Munich, Germany (Download)

2008: Nicoletta Marinelli, Giulio Palomba, A MODEL FOR PRICING THE ITALIAN CONTEMPORARY ART PAINTINGS AT AUCTION, Dipartimento di Economia,Università Politecnica delle Marche, Ancona, Quaderno di ricerca n. 316 (Download)

2007: Luca Fanelli, Giulio Palomba, SIMULATION-BASED TESTS OF FORWARD-LOOKING MODELS UNDER VAR LEARNING DYNAMICS, Dipartimento di Economia, Università Politecnica delle Marche, Ancona, Quaderno di ricerca n. 298 (Download)

2007: Caterina Lucarelli, Giulio Palomba, INVESTORS' BEHAVIOUR IN THE CHINESE STOCK EXCHANGES: EMPIRICAL EVIDENCE IN A SYSTEMIC APPROACH, Dipartimento di Economia, Università Politecnica delle Marche, Ancona, Quaderno di ricerca n. 297 (Download)

2007: Giulio Palomba, Emma Sarno, Alberto Zazzaro, TESTING SIMILARITIES OF SHORT-RUN INFLATION DYNAMICS AMONG EU COUNTRIES AFTER THE EURO, Dipartimento di Economia, Università Politecnica delle Marche, Ancona, Quaderno di ricerca n. 289 (Download)

2006: Giulio Palomba, MULTIVARIATE GARCH MODELS AND BLACK-LITTERMAN APPROACH FOR TRACKING ERROR CONSTRAINED PORTFOLIOS: AN EMPIRICAL ANALYSIS, Dipartimento di Economia, Università Politecnica delle Marche, Ancona, Quaderno di ricerca n. 267 (Download)

2006: Riccardo Lucchetti, Giulio Palomba, FORECASTING US BOND YIELDS AT WEEKLY FREQUENCY, Dipartimento di Economia, Università Politecnica delle Marche, Ancona, Quaderno di ricerca n. 261 (Download)

2003: Giulio Palomba, GARCH MULTIVARIATI E APPROCCIO DI BLACK E LITTERMAN NELL'ASSET ALLOCATION TATTICA: UN'ANALISI EMPIRICA, Dipartimento di Economia, Università Politecnica delle Marche, Ancona, Quaderno di ricerca n. 185 (Download)

2001: Fabio Fiorillo, Giulio Palomba, UN MODELLO CGE PER L'ANALISI DEL FEDRALISMO FISCALE ALL'ITALIANA, Dipartimento di Economia, Università di Ancona, Quaderno di ricerca n. 153 (Download)